+195.5%
VLO vs EMB
+31.1%
+164.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +22.6% | -0.3% | +22.9% | +22.7% |
| 3M | +43.8% | -0.4% | +44.2% | +43.9% |
| 6M | +65.7% | +0.1% | +65.6% | +66.1% |
| YTD | +131.1% | +1.6% | +129.5% | +128.9% |
| 1Y | +143.6% | +5.6% | +138.0% | +133.9% |
| All | +195.5% | +31.1% | +164.4% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling